+65.2%
ALAB vs STZ
-10.2%
+75.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.6% |
| 7D | +7.2% | -1.9% | +9.2% | +6.9% |
| 30D | -2.5% | -1.9% | -0.6% | -2.7% |
| 3M | -13.3% | -6.2% | -7.1% | -14.1% |
| 6M | +172.8% | -14.0% | +186.8% | +169.0% |
| YTD | +86.6% | -5.1% | +91.7% | +78.3% |
| 1Y | +65.2% | -9.6% | +74.7% | +48.3% |
| All | +65.2% | -10.2% | +75.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling